-29.1%
FN vs SUI
-0.1%
-29.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.5% | +13.1% | +10.3% |
| 7D | 0.0% | +6.2% | -6.3% | +5.9% |
| 30D | -34.3% | +8.6% | -42.9% | -29.1% |
| 3M | -39.9% | +1.0% | -40.9% | -37.4% |
| 6M | -51.8% | -2.6% | -49.2% | -49.8% |
| YTD | -28.1% | -0.1% | -28.0% | -24.6% |
| 1Y | -29.1% | +0.5% | -29.5% | -26.5% |
| All | -29.1% | -0.1% | -29.0% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SUI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling